-56.1%
NIO vs EPAM
+18.1%
-74.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.4% | -4.5% | -4.8% |
| 7D | -14.5% | +2.4% | -16.9% | -15.2% |
| 30D | -15.0% | +42.3% | -57.3% | -25.4% |
| 3M | -35.6% | +60.7% | -96.2% | -46.1% |
| 6M | -55.7% | +80.5% | -136.2% | -65.2% |
| YTD | -43.1% | -20.4% | -22.8% | -42.0% |
| 1Y | -53.5% | -9.6% | -43.9% | -54.9% |
| 3Y | -59.8% | -30.5% | -29.4% | -59.5% |
| 5Y | -93.2% | -75.7% | -17.5% | -90.5% |
| All | -56.1% | +18.1% | -74.1% | -72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EPAM.
Daily Out/Under-Performance
Portfolio return minus EPAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EPAM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EPAM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling